+136.2%
BTSG vs FROG
+73.1%
+63.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +2.9% | -4.8% | +7.7% | +3.3% |
| 30D | +0.9% | -0.9% | +1.8% | +0.8% |
| 3M | +1.6% | +7.5% | -5.8% | +0.7% |
| 6M | +46.8% | +107.0% | -60.2% | +36.4% |
| YTD | +65.5% | +39.8% | +25.7% | +58.0% |
| 1Y | +136.2% | +74.8% | +61.4% | +117.2% |
| All | +136.2% | +73.1% | +63.2% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling